[SciPy-User] deterministic random variable

nicky van foreest vanforeest at gmail.com
Mon May 17 16:37:06 EDT 2010


While checking out your sandbox:

>> http://bazaar.launchpad.net/~josef-pktd/statsmodels/statsmodels-josef-experimental/files/head:/scikits/statsmodels/sandbox/stats/

I came across the file stats_dhuard.py. Here you mention to use kernel
density estimators to approximate densities. I suddenly recalled that
I read Section 6.1.3 of Stachursky's book Economic Dynamics, theory
and dynamics. This section on kernel density estimators may be quite
(very?) useful for the problems you mentioned in another mail (using
splines to approximate distributions).

Nicky



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